量化持仓日志 - 2026-04-21
目录
盈亏汇总
| 指标 | 金额/点数 | 收益率 |
|---|---|---|
| 当日盈亏 | +239.00 元 | +0.60% |
| 当日大盘 | +2.95 点 | +0.07% |
| 累计盈亏 | -2943.51 元 | -7.36% |
| 大盘累计 | -48.12 点 | -1.16% |
数据汇总
资金状况
- 现金余额: 777.49 元
- 股票市值: 36,279.00 元
- 当前资产: 37,056.49 元
- 初始资金: 40,000.00 元
大盘走势
- 当日大盘: 4075.85 点 → 4085.08 点（+2.95 点）
收益曲线
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简短复盘
今日A股维持窄幅震荡格局，上证指数微收+0.07%，盘面情绪整体偏向谨慎防御，资金博弈加剧且主线延续轮动。外围市场方面，近期受宏观预期扰动，全球资本避险情绪略有升温，对内部风险偏好形成了一定的溢出压制。聚焦本策略表现，今日录得当日盈亏+239.00元，但收益率表现为-7.36%。这种单日绝对额度微利与整体收益率大幅为负的结构化背离，客观反映出日内量化微观信号虽捕获了局部的正向波动，但账户整体净值仍受制于趋势性阻力或前期回撤，目前正处于被动的修复期。展望后市，量化模型将继续保持绝对冷酷，严控回撤敞口。在市场未出现显著的量价齐升右侧信号前，系统将继续聚焦低波环境下的结构性对冲套利，严格执行风控纪律，拒绝任何主观情绪博弈。
数据更新时间: 2026-04-21 15:10:13